R Quantstrat＆Shiny：getSymbols错误

我正在尝试使用quanstrat创建一个Shiny应用程序 . 代码在正常条件下运行完美;然而，当我把它放在Shiny中它失败了 . 运行下面的代码时，我得到：

Error in get(symbol) : object 'BDCL' not found

我试图最小化这个可重复的例子的无关代码，所以它不会很漂亮，但它应该显示问题 .

ui.R：

library(shiny)
 library(data.table)

shinyUI(fluidPage(
    column(3,
        actionButton("do", "Submit", styleclass="primary")),
    column(9,
        wellPanel(
        h3("Investment Value"),
        dataTableOutput("calendar")))))

server.R

## Load required packages
library(shiny)
library(PerformanceAnalytics)
library(quantstrat)
library(IKTrading)

# Define a server for the Shiny app
shinyServer(function(input, output, session) {

data <- eventReactive(input$do, {

rm.strat("DollarVsATRos")
initDate="1990-01-01"
from="2003-01-01"
to="2012-12-31"
options(width=70)
options("getSymbols.warning4.0" = FALSE)

# Do some house cleaning
rm(list = ls(.blotter), envir = .blotter)

# Set the currency and the timezone
currency('USD')
Sys.setenv(TZ = "UTC")

symbols <- c("QLD", "EEM", "EDV", "BDCL")
getSymbols(symbols, from = from, auto.assign=TRUE,
to = to,  src = "yahoo", adjust = TRUE, reload.Symbols=TRUE)
stock(symbols, currency = "USD", multiplier = 1)

#trade sizing and initial equity settings
tradeSize <- 100000
initEq <- 10000*length(symbols)

strategy.st <- "test1"
portfolio.st <- "test1"
account.st <- "test1"
rm.strat(portfolio.st)
rm.strat(strategy.st)

initPortf(portfolio.st, symbols=as.list(symbols), initDate=initDate,       currency='USD')
initAcct(account.st, portfolios=portfolio.st, initDate=initDate, currency='USD',initEq=initEq)
initOrders(portfolio.st, initDate=initDate)
strategy(strategy.st, store=TRUE)

#parameters
pctATR <- .02
period <- 10
atrOrder <- TRUE

nRSI <- 2
buyThresh <- 20
sellThresh <- 80
nSMA <- 200

#indicators
add.indicator(strategy.st, name="lagATR", 
          arguments=list(HLC=quote(HLC(mktdata)), n=period), 
          label="atrX")
add.indicator(strategy.st, name="RSI",
          arguments=list(price=quote(Cl(mktdata)), n=nRSI),
          label="rsi")
add.indicator(strategy.st, name="SMA",
          arguments=list(x=quote(Cl(mktdata)), n=nSMA),
          label="sma")

#signals
add.signal(strategy.st, name="sigComparison",
       arguments=list(columns=c("Close", "sma"), relationship="gt"),
       label="filter")

add.signal(strategy.st, name="sigThreshold",
       arguments=list(column="rsi", threshold=buyThresh, 
                      relationship="lt", cross=FALSE),
       label="rsiLtThresh")

add.signal(strategy.st, name="sigAND",
       arguments=list(columns=c("filter", "rsiLtThresh"), cross=TRUE),
       label="longEntry")

add.signal(strategy.st, name="sigThreshold",
       arguments=list(column="rsi", threshold=sellThresh,
                      relationship="gt", cross=TRUE),
       label="longExit")

add.signal(strategy.st, name="sigCrossover",
       arguments=list(columns=c("Close", "sma"), relationship="lt"),
       label="filterExit")

#rules
add.rule(strategy.st, name="ruleSignal", 
       arguments=list(sigcol="longEntry", sigval=TRUE, ordertype="market", 
                      orderside="long", replace=FALSE, prefer="Open", 
                      osFUN=osDollarATR, tradeSize=tradeSize, 
                      pctATR=pctATR, atrMod="X"), 
       type="enter", path.dep=TRUE)
add.rule(strategy.st, name="ruleSignal", 
       arguments=list(sigcol="longEntry", sigval=TRUE, ordertype="market", 
                      orderside="long", replace=FALSE, prefer="Open", 
                      osFUN=osMaxDollar, tradeSize=tradeSize,     maxSize=tradeSize), 
       type="enter", path.dep=TRUE)
add.rule(strategy.st, name="ruleSignal", 
     arguments=list(sigcol="longExit", sigval=TRUE, orderqty="all", 
                    ordertype="market", orderside="long", 
                    replace=FALSE, prefer="Open"), 
     type="exit", path.dep=TRUE)
add.rule(strategy.st, name="ruleSignal", 
     arguments=list(sigcol="filterExit", sigval=TRUE, orderqty="all", 
                    ordertype="market", orderside="long", replace=FALSE, 
                    prefer="Open"), 
     type="exit", path.dep=TRUE)

#apply strategy
out <- applyStrategy(strategy=strategy.st,portfolios=portfolio.st)

#set up analytics
updatePortf(portfolio.st)
dateRange <- time(getPortfolio(portfolio.st)$summary)[-1]
updateAcct(portfolio.st,dateRange)
updateEndEq(account.st)

test <- data.frame(round(t(tradeStats(portfolio.st)[-c(1,2)]),2))
test <- cbind(row.names(test), test)
list(test=test)
})

output$calendar <- renderDataTable({
returns <- data()$test
returns

})
})

从我的测试来看，它似乎是违规行

out <- applyStrategy(strategy=strategy.st,portfolios=portfolio.st)

似乎符号的数据被拉出并保存，正如我所提到的，当我不想使用Shiny时，这段代码正常工作 . 任何帮助将不胜感激！

SessionInfo（）

R version 3.1.1 (2014-07-10)
Platform: i386-w64-mingw32/i386 (32-bit)

locale:
[1] LC_COLLATE=English_United States.1252 
[2] LC_CTYPE=English_United States.1252   
[3] LC_MONETARY=English_United States.1252
[4] LC_NUMERIC=C                          
[5] LC_TIME=English_United States.1252    

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods  
[7] base     

other attached packages:
 [1] data.table_1.9.4              IKTrading_1.0                
 [3] roxygen2_4.1.1                digest_0.6.8                 
 [5] Rcpp_0.11.6                   quantstrat_0.9.1687          
 [7] foreach_1.4.2                 blotter_0.9.1666             
 [9] FinancialInstrument_1.2.0     quantmod_0.4-4               
[11] TTR_0.23-0                    PerformanceAnalytics_1.4.3541
[13] xts_0.9-7                     zoo_1.7-12                   
[15] shiny_0.12.1                 

loaded via a namespace (and not attached):
 [1] chron_2.3-45     codetools_0.2-11 grid_3.1.1      
 [4] htmltools_0.2.6  httpuv_1.3.2     iterators_1.0.7 
 [7] jsonlite_0.9.16  lattice_0.20-29  magrittr_1.5    
[10] mime_0.3         NLP_0.1-7        parallel_3.1.1  
[13] plyr_1.8.2       R6_2.1.0         reshape2_1.4.1  
[16] slam_0.1-32      stringi_0.5-2    stringr_1.0.0   
[19] tm_0.6-1         tools_3.1.1      xtable_1.7-4